+161.6%
IWM vs INTU
+247.3%
-85.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.5% | +15.4% | -16.9% | -6.5% |
| 3M | -8.0% | +6.6% | -14.6% | -11.0% |
| 6M | -4.1% | -11.3% | +7.2% | -3.5% |
| YTD | +11.9% | -47.7% | +59.6% | +36.7% |
| 1Y | +15.0% | -47.0% | +62.0% | +39.5% |
| 3Y | +64.2% | -29.9% | +94.1% | +70.4% |
| 5Y | +20.4% | -42.2% | +62.6% | +30.0% |
| All | +161.6% | +247.3% | -85.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling